Speaking to the club's official website, Caldwell said: “Everyone worked their socks off today and there has to be some credit given in that respect.
“We dug in really well in the first half but, we conceded some really soft goals but, everyone on the pitch gave it their all and did it for the Club."
However four second half goals saw Manchester United take all three points with a now familiar scoreline against the Latics.
Caldwell however was pleased with the level of travelling support on offer.
"The fans were fantastic and they came out in big numbers again," he added. “I think they feel what we feel, that there’s something special happening at the Club.
“They’re trying to back us and I think they knew this was always going to be a difficult game.”